English
Related papers

Related papers: Large deviations at the edge for 1D gases and trid…

200 papers

We study run and tumble particles on the one-dimensional lattice $\mathbb{Z}$. We explicitly compute the Fourier-Laplace transform of the position of the particle and as a consequence obtain explicit expressions for the diffusion constant…

Probability · Mathematics 2019-10-09 Bart van Gisbergen , Frank Redig

Limit theorems, including the large deviation principle, are established for random point processes (fields), which describe the position distributions of the perfect boson gas in the regime of the Bose-Einstein condensation. We compare…

Mathematical Physics · Physics 2015-05-14 Hiroshi Tamura , Valentin Zagrebnov

We study temporally persistent and spatially extended extreme events of temperature anomalies, i.e. heat waves and cold spells, using large deviation theory. To this end, we consider a simplified yet Earth-like general circulation model of…

Statistical Mechanics · Physics 2019-05-22 Vera Melinda Galfi , Valerio Lucarini , Jeroen Wouters

We establish the large deviation principle for solutions of one-dimensional SDEs with discontinuous coefficients. The main statement is formulated in a form similar to the classical Wentzel--Freidlin theorem, but under the considerably…

Probability · Mathematics 2016-07-14 Alexei Kulik , Daryna Sobolieva

What does an Erdos-Renyi graph look like when a rare event happens? This paper answers this question when p is fixed and n tends to infinity by establishing a large deviation principle under an appropriate topology. The formulation and…

Probability · Mathematics 2011-04-05 Sourav Chatterjee , S. R. S. Varadhan

We prove a large deviation principle for the sequence of push-forwards of empirical measures in the setting of Riesz potential interactions on compact subsets K in R^d with continuous external fields. Our results are valid for base measures…

Classical Analysis and ODEs · Mathematics 2016-10-27 Tom Bloom , Norman Levenberg , Franck Wielonsky

Consider standard first-passage percolation on $\mathbb Z^d$. We study the lower-tail large deviations of the rescaled random metric $\widehat{\mathbf T}_n$ restricted to a box. If all exponential moments are finite, we prove that…

Probability · Mathematics 2024-12-05 Julien Verges

We examine the dynamic spreading of a dense overdamped suspension of particles under power law repulsive potentials, often called Riesz gases. That is, potentials that decay with distance as 1/r^k where k\in (-2,\infty]. Depending on the…

Soft Condensed Matter · Physics 2025-01-13 Ido Fanto , Naomi Oppenheimer

We study two one-parameter families of point processes connected to random matrices: the Sine_beta and Sch_tau processes. The first one is the bulk point process limit for the Gaussian beta-ensemble. For beta=1, 2 and 4 it gives the limit…

Probability · Mathematics 2013-11-19 Diane Holcomb , Benedek Valkó

Consider the inhomogeneous Erd\H{o}s-R\'enyi random graph (ERRG) on $n$ vertices for which each pair $i,j\in\{1,\ldots,n\}$, $i\neq j$ is connected independently by an edge with probability $r_n(\frac{i-1}{n},\frac{j-1}{n})$, where…

Probability · Mathematics 2022-08-23 Maarten Markering

We consider a homogeneous plasma composed of $N$ particles of the same electric charge which interact through a Coulomb potential. In the large plasma parameter limit, classical kinetic theories justify that the empirical density is the…

Statistical Mechanics · Physics 2021-06-16 Ouassim Feliachi , Freddy Bouchet

Laws of large numbers, starting from certain nonequilibrium measures, have been shown for the integrated current across a bond, and a tagged particle in one-dimensional symmetric nearest-neighbor simple exclusion [Ann. Inst. Henri Poincare…

Probability · Mathematics 2013-05-28 Sunder Sethuraman , S. R. S. Varadhan

In this paper, we find necessary and sufficient conditions for the Law of Large Numbers of averaged empirical measures of $N$-particle ensembles, in terms of the asymptotics of their Bessel generating functions, in the fixed temperature…

Probability · Mathematics 2026-03-30 Cesar Cuenca , Jiaming Xu

We study the local statistical behavior of the super-Coulombic Riesz gas of particles in Euclidean space of arbitrary dimension, with inverse power distance repulsion integrable near $0$, and with a general confinement potential, in a…

Mathematical Physics · Physics 2026-01-01 Luke Peilen , Sylvia Serfaty

In this paper we study the Large Deviation Principle (LDP in abbreviation) for a class of Stochastic Partial Differential Equations (SPDEs) in the whole space $\mathbb{R}^d$, with arbitrary dimension $d\geq 1$, under random influence which…

Probability · Mathematics 2015-05-20 Tarik El Mellali , Mohamed Mellouk

We present large deviations estimates in the supremum norm for a system of independent random walks superposed with a birth-and-death dynamics evolving on the discrete torus with $N$ sites. The scaling limit considered is the so-called…

Probability · Mathematics 2021-02-26 Tertuliano Franco , Luana A. Gurgel , Bernardo N. B. de Lima

In this article, we consider random Wigner matrices, that is symmetric matrices such that the subdiagonal entries of Xn are independent, centered, and with variance one except on the diagonal where the entries have variance two. We prove…

Probability · Mathematics 2018-10-03 Alice Guionnet , Jonathan Husson

In this paper, we present a probabilistic study of rare phenomena of the cubic nonlinear Schr\"odinger equation on the torus in a weakly nonlinear setting. This equation has been used as a model to numerically study the formation of rogue…

Analysis of PDEs · Mathematics 2021-11-16 Miguel Angel Garrido , Ricardo Grande , Kristin M. Kurianski , Gigliola Staffilani

We study an inhomogeneous sparse random graph on [N] = {1, . . . , N } as introduced in a seminal paper by Bollobas, Janson and Riordan (2007): vertices have a type (here in a compact metric space S), and edges between different vertices…

Probability · Mathematics 2023-08-21 Luisa Andreis , Wolfgang König , Heide Langhammer , Robert I. A. Patterson

We establish precise upper-tail asymptotics and large deviation principles for the rightmost eigenvalue $\lambda_1$ of Wigner matrices with sub-Gaussian entries. In contrast to the case of heavier tails, where deviations of $\lambda_1$ are…

Probability · Mathematics 2026-04-16 Nicholas A. Cook , Raphael Ducatez , Alice Guionnet